We present the lowest-order hybridizable discontinuous Galerkin schemes with numerical integration (quadrature), denoted as HDG-P0, for the reaction-diffusion equation and the generalized Stokes equations on conforming simplicial meshes in two- and three-dimensions. Here by lowest order, we mean that the (hybrid) finite element space for the global HDG facet degrees of freedom (DOFs) is the space of piecewise constants on the mesh skeleton. A discontinuous piecewise linear space is used for the approximation of the local primal unknowns. We give the optimal a priori error analysis of the proposed {\sf HDG-P0} schemes, which hasn't appeared in the literature yet for HDG discretizations as far as numerical integration is concerned. Moreover, we propose optimal geometric multigrid preconditioners for the statically condensed HDG-P0 linear systems on conforming simplicial meshes. In both cases, we first establish the equivalence of the statically condensed HDG system with a (slightly modified) nonconforming Crouzeix-Raviart (CR) discretization, where the global (piecewise-constant) HDG finite element space on the mesh skeleton has a natural one-to-one correspondence to the nonconforming CR (piecewise-linear) finite element space that live on the whole mesh. This equivalence then allows us to use the well-established nonconforming geometry multigrid theory to precondition the condensed HDG system. Numerical results in two- and three-dimensions are presented to verify our theoretical findings.
Algorithms for data assimilation try to predict the most likely state of a dynamical system by combining information from observations and prior models. Variational approaches, such as the weak-constraint four-dimensional variational data assimilation formulation considered in this problem, can ultimately be interpreted as a minimization problem. One of the main challenges of such a formulation is the solution of large linear systems of equations which arise within the inner linear step of the adopted nonlinear solver. Depending on the adopted approach, these linear algebraic problems amount to either a saddle point linear system or a symmetric positive definite (SPD) one. Both formulations can be solved by means of a Krylov method, like GMRES or CG, that needs to be preconditioned to ensure fast convergence in terms of the number of iterations. In this paper we illustrate novel, efficient preconditioning operators which involve the solution of certain Stein matrix equations. In addition to achieving better computational performance, the latter machinery allows us to derive tighter bounds for the eigenvalue distribution of the preconditioned linear system for certain problem settings. A panel of diverse numerical results displays the effectiveness of the proposed methodology compared to current state-of-the-art approaches.
We adopt the integral definition of the fractional Laplace operator and analyze solution techniques for fractional, semilinear, and elliptic optimal control problems posed on Lipschitz polytopes. We consider two strategies of discretization: a semidiscrete scheme where the admissible control set is not discretized and a fully discrete scheme where such a set is discretized with piecewise constant functions. As an instrumental step, we derive error estimates for finite element discretizations of fractional semilinear elliptic partial differential equations (PDEs) on quasi-uniform and graded meshes. With these estimates at hand, we derive error bounds for the semidiscrete scheme and improve the ones that are available in the literature for the fully discrete scheme.
We investigate three directions to further improve the highly efficient Space-Time Multigrid algorithm with block-Jacobi smoother introduced in [GanNeu16]. First, we derive an analytical expression for the optimal smoothing parameter in the case of a full space-time coarsening strategy; second, we propose a new and efficient direct coarsening strategy which simplifies the code by preventing changes of coarsening regimes; and third, we also optimize the entire two cycle to investigate if further efficiency gains are possible. Especially, we show that our new coarsening strategy leads to a significant efficiency gain when the ratio $\tau/h^2$ is small, where $\tau$ and $h$ represent the time and space steps. Our analysis is performed for the heat equation in one spatial dimension, using centered finite differences in space and Backward Euler in time, but could be generalized to other situations. We also present numerical experiments that confirm our theoretical findings.
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian techniques, is explicit, conservative, consistent, and stable for large time steps compared with the space steps. We provide a convergence analysis for the exactly integrated Lagrange-Galerkin scheme applied to the Fokker-Planck equation, and we propose an implementable version with inexact integration. Finally, we validate the convergence rate of the high order method proposed by numerical simulations of two Mean Field Games problems.
We consider the 3D stochastic Navier-Stokes equation on the torus. Our main result concerns the temporal and spatio-temporal discretisation of a local strong pathwise solution. We prove optimal convergence rates in for the energy error with respect to convergence in probability, that is convergence of order 1 in space and of order (up to) 1/2 in time. The result holds up to the possible blow-up of the (time-discrete) solution. Our approach is based on discrete stopping times for the (time-discrete) solution.
We introduce a PDE-based node-to-element contact formulation as an alternative to classical, purely geometrical formulations. It is challenging to devise solutions to nonsmooth contact problem with continuous gap using finite element discretizations. We herein achieve this objective by constructing an approximate distance function (ADF) to the boundaries of solid objects, and in doing so, also obtain universal uniqueness of contact detection. Unilateral constraints are implemented using a mixed model combining the screened Poisson equation and a force element, which has the topology of a continuum element containing an additional incident node. An ADF is obtained by solving the screened Poisson equation with constant essential boundary conditions and a variable transformation. The ADF does not explicitly depend on the number of objects and a single solution of the partial differential equation for this field uniquely defines the contact conditions for all incident points in the mesh. Having an ADF field to any obstacle circumvents the multiple target surfaces and avoids the specific data structures present in traditional contact-impact algorithms. We also relax the interpretation of the Lagrange multipliers as contact forces, and the Courant--Beltrami function is used with a mixed formulation producing the required differentiable result. We demonstrate the advantages of the new approach in two- and three-dimensional problems that are solved using Newton iterations. Simultaneous constraints for each incident point are considered.
We consider the problem of iteratively solving large and sparse double saddle-point systems arising from the stationary Stokes-Darcy equations in two dimensions, discretized by the Marker-and-Cell (MAC) finite difference method. We analyze the eigenvalue distribution of a few ideal block preconditioners. We then derive practical preconditioners that are based on approximations of Schur complements that arise in a block decomposition of the double saddle-point matrix. We show that including the interface conditions in the preconditioners is key in the pursuit of scalability. Numerical results show good convergence behavior of our preconditioned GMRES solver and demonstrate robustness of the proposed preconditioner with respect to the physical parameters of the problem.
Weighted timed games are zero-sum games played by two players on a timed automaton equipped with weights, where one player wants to minimise the cumulative weight while reaching a target. Used in a reactive synthesis perspective, this quantitative extension of timed games allows one to measure the quality of controllers in real-time systems. Weighted timed games are notoriously difficult and quickly undecidable, even when restricted to non-negative weights. For non-negative weights, the largest class that can be analysed has been introduced by Bouyer, Jaziri and Markey in 2015. Though the value problem is undecidable, the authors show how to approximate the value by considering regions with a refined granularity. In this work, we extend this class to incorporate negative weights, allowing one to model energy for instance, and prove that the value can still be approximated, with the same complexity. A small restriction also allows us to obtain a class of decidable weighted timed games with negative weights and an arbitrary number of clocks. In addition, we show that a symbolic algorithm, relying on the paradigm of value iteration, can be used as an approximation/computation schema over these classes. We also consider the special case of untimed weighted games, where the same fragments are solvable in polynomial time: this contrasts with the pseudo-polynomial complexity, known so far, for weighted games without restrictions.
Time-dependent Maxwell's equations govern electromagnetics. Under certain conditions, we can rewrite these equations into a partial differential equation of second order, which in this case is the vectorial wave equation. For the vectorial wave, we investigate the numerical application and the challenges in the implementation. For this purpose, we consider a space-time variational setting, i.e. time is just another spatial dimension. More specifically, we apply integration by parts in time as well as in space, leading to a space-time variational formulation with different trial and test spaces. Conforming discretizations of tensor-product type result in a Galerkin--Petrov finite element method that requires a CFL condition for stability. For this Galerkin--Petrov variational formulation, we study the CFL condition and its sharpness. To overcome the CFL condition, we use a Hilbert-type transformation that leads to a variational formulation with equal trial and test spaces. Conforming space-time discretizations result in a new Galerkin--Bubnov finite element method that is unconditionally stable. In numerical examples, we demonstrate the effectiveness of this Galerkin--Bubnov finite element method. Furthermore, we investigate different projections of the right-hand side and their influence on the convergence rates. This paper is the first step towards a more stable computation and a better understanding of vectorial wave equations in a conforming space-time approach.
The solution to the Poisson equation arising from the spectral element discretization of the incompressible Navier-Stokes equation requires robust preconditioning strategies. One such strategy is multigrid. To realize the potential of multigrid methods, effective smoothing strategies are needed. Chebyshev polynomial smoothing proves to be an effective smoother. However, there are several improvements to be made, especially at the cost of symmetry. For the same cost per iteration, a full V-cycle with $k$ order Chebyshev polynomial smoothing may be substituted with a half V-cycle with order $2k$ Chebyshev polynomial smoothing, wherein the smoother is omitted on the up-leg of the V-cycle. The choice of omitting the post-smoother in favor of higher order Chebyshev pre-smoothing is shown to be advantageous in cases where the multigrid approximation property constant, $C$, is large. Results utilizing Lottes's fourth-kind Chebyshev polynomial smoother are shown. These methods demonstrate substantial improvement over the standard Chebyshev polynomial smoother. The authors demonstrate the effectiveness of this scheme in $p$-geometric multigrid, as well as a 2D model problem with finite differences.